Ignition off (you dont want the supply pump from the tank pouring fuel on the floor).
You might want to disconnect the battery, but diesel should be safe without.
Remove the cover under the transmission (quite a few bolts).
Check if the filter is held on the fuel line with a "fit once" clip, or a screw on one. If its not a screw on one, buy one now.
Put a diesel proof tray underneath to catch what falls from the pipes.
Remove the clip (front end of the filter). If its not got a screw fitting, you will have to break it.
Remove the bolts from the clamp holding the filter to the body.
Remove the wire clip that holds the filter to the pre-heater (attached to the back of the filter).
Slide out the pre-heater. The grommet may make it stiff.
Replace the filter, and put it all back together again.
Ignition on, and wait for a minute to prime the pipes.
Crack a beer.
Any stainless steel plumbing clip (cant remeber the pipe diameter) will do. If you are concerned, a BMW dealer should be able to source for a couple of quid (I wouldnt expect it to be too expensive). Or one of these if you can measure the pipe
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